+58.3%
EWZ vs AFRM
-57.5%
+115.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.4% | -7.5% | +8.9% | +2.0% |
| 30D | -25.1% | -15.7% | -9.4% | -24.2% |
| 3M | -7.7% | -9.6% | +1.9% | -7.2% |
| 6M | -15.8% | +6.3% | -22.1% | -16.6% |
| YTD | +3.6% | -8.6% | +12.2% | +3.3% |
| 1Y | +5.5% | -7.6% | +13.1% | +4.9% |
| 3Y | +22.1% | +173.7% | -151.5% | +7.2% |
| 5Y | +58.3% | -56.9% | +115.2% | +54.5% |
| All | +58.3% | -57.5% | +115.8% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling